scientific article; zbMATH DE number 5008026

MaRDI QIDQ3370955zbMATH OpenFDO

Authors

Publication date 21 February 2006

zbMATH Keywords

second order autoregressive model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(2)

• Ruin probability of a discrete-time risk model under interest rates with autoregressive structure of order 2
• The risk model under rates of interest

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